28 Robert FREY - 180 years of Market Drawdowns 1:02:04 Mikhail Gromov - Mathematics behind massive artificial evolutionselection proces 43:33 Alain Aspect - De la dualité onde-particule à l'intrication les deux révolutions 1:11:57 Don Zagier - Partitions, quasimodular forms, and Siegel-...
Which of the following most accurately describes the computation of nearly all bond market indexes, U.S. and global.() A. Model priced. B. Trader priced. C. Market priced. 相关知识点: 试题来源: 解析 B [分析] 在美国和全球的债券市场指数中,绝大多数指数的计算采用交易者定价的方式。因此,...
It is demonstrated that for certain markets where traders have constant elasticity of substitution utility (CES) functions, the existence of a price equilibrium can be determined in polynomial time. It is also shown that for a certain range of elasticity of substitution where the CES market does ...
Value-at-RiskExpected shortfallShannon waveletsThe Basel Committee of Banking Supervision has recdoi:10.1016/j.cam.2018.03.038Colldeforns-PapiolUnivGemmaUnivOrtiz-GraciaUnivLuisUnivJournal of computational and applied mathematicsGemma Colldeforns-Papiol and Luis Ortiz-Gracia. Computation of market risk ...
Due to its heterogeneity (each piece is different) and its infrequency of trading (the exact same piece does not come to the market very often), the determination of changes in market value is difficult to ascertain. Two estimation methods are commonly used to construct indices. Repeat-sales ...
Value-at-Risk: Theory and Practice Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to design, implement, and use scalable product... GA ...
extended to a two-component system (i.e. two sizes of aggregates), with aggregates having different shapes and angularities, then our task would be that of finding out proportion of each component to produce minimum porosity, as well as predicting that value of minimum porosity. If t[...
不确定环境下定期人寿保险的破产概率区间的计算 Computation of Interval Probability for Bankruptcy Procedure in Term Life Insurance With Uncertain Environment.pdf 2015-06-25上传 不确定环境下定期人寿保险的破产概率区间的计算 Computation of Interval Probability for Bankruptcy Procedure in Term Life Insurance With...
IMMORLICA:So, honestly, when generative AI came out, I had a bit of a moment, a like crisis of confidence, so to speak, in the value of theory in my own work. HUIZINGA:Really! IMMORLICA:And I decided to dive into a data-driven project, which was not my backgroundat all. As a...
In the Mind of the Market: Theory of Mind Biases Value Computation during Financial Bubbles De Martino demonstrates that the ability to infer the intentions and mental states of other individuals ("theory of mind") biases evaluation when people in... B Demartino,JohnP. O'Doherty,D Ray,......